CME Canadian Dollar Future June 2011

Trading Metrics calculated at close of trading on 10-Nov-2010

Day Change Summary
	Previous	Current
	09-Nov-2010	10-Nov-2010	Change	Change %	Previous Week
Open	0.9900	0.9930	0.0030	0.3%	0.9803
High	0.9961	0.9950	-0.0011	-0.1%	0.9950
Low	0.9866	0.9912	0.0046	0.5%	0.9776
Close	0.9920	0.9951	0.0031	0.3%	0.9939
Range	0.0095	0.0038	-0.0057	-60.0%	0.0174
ATR	0.0063	0.0061	-0.0002	-2.8%	0.0000
Volume	19	20	1	5.3%	343

Daily Pivots for day following 10-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0052	1.0039	0.9972
R3	1.0014	1.0001	0.9961
R2	0.9976	0.9976	0.9958
R1	0.9963	0.9963	0.9954	0.9970
PP	0.9938	0.9938	0.9938	0.9941
S1	0.9925	0.9925	0.9948	0.9932
S2	0.9900	0.9900	0.9944
S3	0.9862	0.9887	0.9941
S4	0.9824	0.9849	0.9930

Weekly Pivots for week ending 05-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0410	1.0349	1.0035
R3	1.0236	1.0175	0.9987
R2	1.0062	1.0062	0.9971
R1	1.0001	1.0001	0.9955	1.0032
PP	0.9888	0.9888	0.9888	0.9904
S1	0.9827	0.9827	0.9923	0.9858
S2	0.9714	0.9714	0.9907
S3	0.9540	0.9653	0.9891
S4	0.9366	0.9479	0.9843

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9961	0.9866	0.0095	1.0%	0.0042	0.4%	89%	False	False	92
10	0.9961	0.9671	0.0290	2.9%	0.0044	0.4%	97%	False	False	67
20	0.9961	0.9600	0.0361	3.6%	0.0049	0.5%	97%	False	False	58

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0112
2.618	1.0049
1.618	1.0011
1.000	0.9988
0.618	0.9973
HIGH	0.9950
0.618	0.9935
0.500	0.9931
0.382	0.9927
LOW	0.9912
0.618	0.9889
1.000	0.9874
1.618	0.9851
2.618	0.9813
4.250	0.9751

Fisher Pivots for day following 10-Nov-2010
Pivot	1 day	3 day
R1	0.9944	0.9939
PP	0.9938	0.9926
S1	0.9931	0.9914

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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